+757.8%
GPC vs IAG
+377.5%
+380.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | +6.0% | +28.9% | -22.9% | +4.9% |
| 3M | +42.6% | +19.1% | +23.5% | +41.4% |
| 6M | +22.8% | -10.3% | +33.0% | +22.8% |
| YTD | +15.5% | +24.2% | -8.7% | +13.9% |
| 1Y | +2.0% | +116.5% | -114.4% | -1.5% |
| 3Y | -1.4% | +742.8% | -744.2% | -10.7% |
| 5Y | +30.6% | +753.3% | -722.7% | +16.5% |
| 10Y | +80.6% | +403.2% | -322.6% | +59.8% |
| All | +757.8% | +377.5% | +380.3% | +609.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling